Problem 4. Compute the ACF and PACF of the AR(2) process
x(t) = 0.7x(t-2) + Z(t), {Z(t)} ∼ WN(0, σ^2),
and the MA(1) process
x(t) = 0.6Z(t-1) + Z(t), {Z(t)} ∼ WN(0, σ^2).
Problem 4. Compute the ACF and PACF of the AR(2) process
Xt = 0.7Xt_2 + Zt, {Zt} ~ WN(0, σ^2)
and the MA(1) process
Xt = 0.6Zt-1 + Zt, {Zt} ~ WN(0, σ^2)